This lecture covers bivariate maxima, parametric models, and distributions in statistics. Topics include the logistic model, Hüsler-Reiss distribution, extremal coefficient, concurrence probability, and Pickands' dependence function. Examples illustrate limiting distributions and model limitations.
This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.
Watch on Mediaspace